+196.4%
SO vs DLTR
+76.3%
+120.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.5% |
| 7D | +1.4% | +5.3% | -3.9% | +0.8% |
| 30D | +4.7% | +13.4% | -8.7% | +3.1% |
| 3M | +1.7% | +6.6% | -4.9% | +0.7% |
| 6M | +2.2% | +59.1% | -56.9% | -3.6% |
| YTD | +10.0% | +12.3% | -2.3% | +7.7% |
| 1Y | +6.0% | +33.9% | -27.8% | +1.5% |
| 3Y | +54.1% | +23.0% | +31.1% | +46.4% |
| 5Y | +79.6% | +22.1% | +57.5% | +66.0% |
| All | +196.4% | +76.3% | +120.2% | +146.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DLTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling